Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 2.10% | 13.34 CHF | 13.62 CHF | 10'000 | 7'500 | 8'311 | 7'500 | 108'524 CHF | 100'105 CHF | 99.27% | 99.27% |
15.05.2024 | 2.69% | 9.25 CHF | 9.47 CHF | 7'500 | 7'500 | 9'464 | 7'448 | 86'763 CHF | 70'128 CHF | 99.30% | 99.30% |
14.05.2024 | 3.26% | 8.65 CHF | 8.91 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 85'582 CHF | 66'313 CHF | 99.51% | 99.51% |
13.05.2024 | 2.95% | 10.68 CHF | 11.00 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 110'138 CHF | 56'715 CHF | 100.00% | 100.00% |
10.05.2024 | 2.18% | 11.94 CHF | 12.18 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 116'220 CHF | 89'088 CHF | 100.00% | 100.00% |
08.05.2024 | 2.46% | 9.73 CHF | 9.95 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 93'646 CHF | 95'972 CHF | 98.89% | 98.89% |
07.05.2024 | 2.60% | 8.73 CHF | 8.97 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 79'736 CHF | 81'832 CHF | 97.06% | 97.06% |
06.05.2024 | 2.34% | 7.59 CHF | 7.75 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 72'139 CHF | 73'848 CHF | 100.00% | 100.00% |
03.05.2024 | 2.35% | 6.22 CHF | 6.37 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 65'593 CHF | 67'151 CHF | 97.83% | 97.83% |
02.05.2024 | 2.39% | 6.12 CHF | 6.28 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 63'696 CHF | 65'236 CHF | 99.39% | 99.39% |